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多传感器量测自适应Rao-Blackwellised粒子滤波算法
引用本文:胡振涛,刘先省,金勇.多传感器量测自适应Rao-Blackwellised粒子滤波算法[J].系统工程与电子技术,2012,34(2):292-296.
作者姓名:胡振涛  刘先省  金勇
作者单位:河南大学图像处理与模式识别研究所, 河南 开封 475004
基金项目:国家自然科学基金,河南省基础与前沿技术研究项目,河南大学自然科学基金
摘    要:针对量测不确定下非线性系统状态估计中多传感器量测数据的有效利用和计算复杂度的简化问题,给出了一种多传感器量测自适应Rao-Blackwellised粒子滤波算法。首先,通过随机采样策略和量测模型先验转移概率实现用于评估粒子权重的传感器有效量测集合的采样;其次,利用重采样步骤和概率最大化原则完成对不含扰动影响传感器量测模型的辨识;最终,依据Rao-Blackwellised粒子滤波中非线性状态分量和线性状态分量的独立求解方式实现当前时刻系统的状态估计。理论分析和仿真实验结果验证了算法的可行性和有效性。

关 键 词:非线性滤波  多传感器信息融合  Rao-Blackwellised粒子滤波  量测不确定

Multi-sensor observation of adaptive Rao-Blackwellised particle filtering algorithm
HU Zhen-tao , LIU Xian-xing , JIN Yong.Multi-sensor observation of adaptive Rao-Blackwellised particle filtering algorithm[J].System Engineering and Electronics,2012,34(2):292-296.
Authors:HU Zhen-tao  LIU Xian-xing  JIN Yong
Institution:Institute of Image Processing & Pattern Recognition, Henan University, Kaifeng 475004, China
Abstract:Aiming at the effective utilization of multi-sensor observation and the simplification of computational complexity for the state estimation of nonlinear systems in observation uncertainty, a novel multi-sensor observation adaptive Rao-Blackwellised particle filtering algorithm is proposed. Firstly, in the new algorithm, the effective sensor observation set used to measure particle weight is sampled by means of the random sampling strategy and the observation model prior transition probability. Then the identification of the sensor observation model without the influence of disturbance is realized on the basis of the re-sampling steps and the probability maximization principle. Finally, according to the independently solving way of nonlinear state component and linear state component in Rao-Blackwellised particle filter, the system state estimation is achieved at current time. The theoretical analysis and experimental results show the feasibility and efficiency of the proposed algorithm.
Keywords:nonlinear filter  multi-sensor information fusion  Rao-Blackwellised particle filter  observation uncertainty
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